Albertaactually has some of the biggest wolves in the world, and as you probably know, wolves are a big part of the show. The Stark children were each given a direwolf as a gift, and a couple of them (Like Jon Snow's wolf, Ghost) actually have pretty important roles.

So far it doesn't look as though an major scenes will be filmed there, but we can always hope. After all, Maisie Williams was hanging out in Banff National Park a few weeks back so it's not entirely impossible.